XANO Industri (Sweden) Alpha and Beta Analysis
| XANO-B Stock | SEK 98.50 3.00 3.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as XANO Industri AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in XANO Industri over a specified time horizon. Remember, high XANO Industri's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to XANO Industri's market risk premium analysis include:
Beta (0.53) | Alpha 0.43 | Risk 2.84 | Sharpe Ratio 0.11 | Expected Return 0.32 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
XANO |
XANO Industri Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. XANO Industri market risk premium is the additional return an investor will receive from holding XANO Industri long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in XANO Industri. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate XANO Industri's performance over market.| α | 0.43 | β | -0.53 |
XANO Industri expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of XANO Industri's Buy-and-hold return. Our buy-and-hold chart shows how XANO Industri performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.XANO Industri Market Price Analysis
Market price analysis indicators help investors to evaluate how XANO Industri stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading XANO Industri shares will generate the highest return on investment. By understating and applying XANO Industri stock market price indicators, traders can identify XANO Industri position entry and exit signals to maximize returns.
XANO Industri Return and Market Media
The median price of XANO Industri for the period between Sun, Feb 4, 2024 and Sat, May 4, 2024 is 80.3 with a coefficient of variation of 10.92. The daily time series for the period is distributed with a sample standard deviation of 9.19, arithmetic mean of 84.19, and mean deviation of 7.83. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About XANO Industri Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including XANO or other stocks. Alpha measures the amount that position in XANO Industri AB has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards XANO Industri in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, XANO Industri's short interest history, or implied volatility extrapolated from XANO Industri options trading.
Build Portfolio with XANO Industri
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out XANO Industri Backtesting, XANO Industri Valuation, XANO Industri Correlation, XANO Industri Hype Analysis, XANO Industri Volatility, XANO Industri History and analyze XANO Industri Performance. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Complementary Tools for XANO Stock analysis
When running XANO Industri's price analysis, check to measure XANO Industri's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy XANO Industri is operating at the current time. Most of XANO Industri's value examination focuses on studying past and present price action to predict the probability of XANO Industri's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move XANO Industri's price. Additionally, you may evaluate how the addition of XANO Industri to your portfolios can decrease your overall portfolio volatility.
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XANO Industri technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.